HdW Crypto Data

Utilities for downloading Binance Vision candlestick data, merging it with recent Binance API candles, and loading cleaned crypto time-series datasets for analysis.

The core package is intentionally kept lightweight. GUI tools and technical-analysis chart helpers live outside the hdw_crypto_data package so heavy optional dependencies do not get imported with the core data pipeline.

Repository: https://github.com/hansdeweme/HdWCryptoData

What It Does

• downloads historical Binance Vision kline CSV files
• verifies downloaded archives with Binance checksum files
• stores monthly and daily spot kline data in the Binance Vision folder layout
• merges historical files with recent live Binance candle data
• writes a <MARKET>-total.csv dataset, for example BONKUSDT-total.csv
• loads total datasets into pandas DataFrames with timezone handling and optional gap filling

Core Modules

• binance_vision_dumper.py provides BinanceVisionDumper for downloading historical Binance Vision data.
• binance_vision_client.py contains safe Binance Vision HTTP, retry, URL validation, and checksum helpers.
• binance_rest_client.py provides BinanceRestClient for recent Binance REST API candles.
• total_dataset_builder.py provides TotalDatasetBuilder for building total CSV datasets.
• total_dataset_loader.py provides TotalDatasetLoader for loading and normalizing total CSV files.
• symbols.py provides symbol normalization helpers.

Public imports are available from the package root:

from hdw_crypto_data import BinanceVisionDumper, TotalDatasetBuilder, TotalDatasetLoader

Installation

Use Python 3.13 or newer. From the repository root:

py -3.13 -m venv .venv
.\.venv\Scripts\Activate.ps1
py -m pip install -r hdw_crypto_data\requirements.txt

The optional GUI and chart files may need extra packages such as PyQt6, Plotly, pandas-ta, ta, SciPy, and openpyxl.

Folder Layout

Typical repository structure:

HdWCryptoData/
  hdw_crypto_data/
    binance_vision_client.py
    binance_vision_dumper.py
    binance_rest_client.py
    total_dataset_builder.py
    total_dataset_loader.py
    symbols.py
    requirements.txt
  binancedump.py
  smoke_test.py
  showcase_pyqt_app.py
  ta_charts.py
  test_*.py

Typical Binance Vision data layout under full_spot:

spot/
  monthly/klines/BONKUSDT/1h/*.csv
  daily/klines/BONKUSDT/1h/*.csv

Optional Tools

These files are outside the core package:

• ../binancedump.py is a small command-line runner for BinanceVisionDumper.
• ../showcase_pyqt_app.py is a PyQt6 showcase app for testing the pipeline.
• ../ta_charts.py contains optional technical-analysis and Plotly chart helpers.

These optional tools may require heavier dependencies such as PyQt6, Plotly, pandas-ta, ta, SciPy, and openpyxl.

Settings

Most examples use a settings.json file:

{
  "spot": "D:\\Coding\\forecast\\",
  "full_spot": "D:\\Coding\\forecast\\spot",
  "crypto_icons": "D:\\Coding\\forecast\\crypto_icons",
  "preferred_time_zone": "CET",
  "quote_currency": "USDT"
}

full_spot should point to the directory containing the spot data tree. The dumper handles both base/spot/... and base/... layouts where possible.

Basic Usage

Download Binance Vision data:

from hdw_crypto_data import BinanceVisionDumper

dumper = BinanceVisionDumper(
    path_dir_where_to_dump=r"D:\Coding\forecast\spot",
    asset_class="spot",
    data_type="klines",
    data_frequency="1h",
)
dumper.dump_data(tickers=["BONKUSDT"])
dumper.delete_outdated_daily_results()

Missing Binance archives are not always failures. New listings, inactive symbols, and dates before a market existed can legitimately return 404. The dumper reports not_found separately from network errors, rate limits, checksum failures, and invalid archives. If operational failures occur, BinanceVisionDumpError.failures contains the per-file ArchiveDownloadResult values with date, status, and optional error.

Build a total dataset:

from hdw_crypto_data import BinanceRestClient, BinanceVisionDumper, TotalDatasetBuilder

vision_dumper = BinanceVisionDumper(path_dir_where_to_dump=r"D:\Coding\forecast\spot")
rest_client = BinanceRestClient()

builder = TotalDatasetBuilder(
    "BONK",
    "settings.json",
    force_merge=False,
    historical_source=vision_dumper,
    recent_source=rest_client,
)
result = builder.build()
print(result.filepath, result.rows)

force_merge=False requires recent historical Binance Vision files before merging. Use force_merge=True to merge anyway when historical files are older or incomplete, for example during manual recovery or experiments.

Load a total dataset:

from hdw_crypto_data import TotalDatasetLoader

loader = TotalDatasetLoader("BONK", "settings.json")
df = loader.load_total_dataframe(mode="ta", preferred_tz="CET")
print(df.tail())

By default the loader cleans the data without synthesizing missing candles:

df = loader.load_total_dataframe(clean=True, fill_gaps=False)

Set fill_gaps=True only when you want a continuous hourly index. In that mode, missing hourly candles are created and numeric fields are filled by interpolation/backfill/forward-fill. The returned DataFrame includes an is_imputed column so synthetic rows can be filtered or audited:

df = loader.load_total_dataframe(fill_gaps=True)
synthetic_rows = df[df["is_imputed"]]

number_of_trades is rounded back to integer values after filling so interpolated trade counts are not fractional.

Run the small download script from the project root:

py -3 binancedump.py BONK
py -3 binancedump.py BONK --start 2026-08-01 --end 2026-08-21

The CLI exits normally on success and prints * * * KLAAR * * *. Argument errors are handled by argparse. Download failures raise BinanceVisionDumpError, so the process exits non-zero and prints the exception traceback unless you catch it from your own wrapper.

Testing

Run the unit tests from the repository root:

$env:NUMBA_DISABLE_JIT='1'
py -m unittest discover -p "test*.py"

NUMBA_DISABLE_JIT=1 avoids optional pandas-ta/numba cache issues when importing chart tests. smoke_test.py is a manual end-to-end script and is not part of unit-test discovery.

Notes

The package downloads public market data from Binance endpoints. Network failures, missing Binance archives, checksum mismatches, rate limits, and invalid archives are reported explicitly by the dumper.

Original design notes: https://code2trade.dev/c